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Year of publication
Subject
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weighting matrices 8 Sargan-Hansen (incremental) tests 6 Windmeijer-correction 6 cross-sectional heteroskedasticity 6 variants of t-tests 6 Information Theoretic Criterion 4 Matrix Perturbation Theory 4 Rank Estimation 4 Rank Testing 4 Sequential Testing Strategy 4 Singular Value Decomposition 4 Subspace Methods 4 Weighting Matrices 4 Method of moments 2 Momentenmethode 2 Panel 2 Panel study 2 Statistical test 2 Statistischer Test 2 Theorie 2 Theory 2 econometrics 2 estimation 2 model specification strategy 2 Cointegration 1 Estimation theory 1 Kointegration 1 Linear algebra 1 Lineare Algebra 1 Ranking method 1 Ranking-Verfahren 1 Schätztheorie 1
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Online availability
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Free 11
Type of publication
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Book / Working Paper 10 Article 2
Type of publication (narrower categories)
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Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
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Language
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English 7 Undetermined 5
Author
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Pleus, Milan 6 Poldermans, Rutger 6 Ratsimalahelo, Zaka 4 Kelejian, Harry H. 2 Kiviet, J. F. 2 Kiviet, Jan Frederik 2 Piras, Gianfranco 2 Kiviet, Jan 1 Kiviet, Jan F. 1
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Institution
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Regional Research Institute (RRI), West Virginia University 2 CESifo 1 Division of Economics, Nanyang Technological University 1 EconWPA 1 Economics and Econometrics Research Institute (EERI) 1
Published in...
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EERI Research Paper Series 2 Econometrics 2 Working Papers / Regional Research Institute (RRI), West Virginia University 2 CESifo Working Paper 1 CESifo Working Paper Series 1 CESifo working papers 1 EERI research paper series 1 Econometrics : open access journal 1 Economic Growth Centre Working Paper Series 1
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Source
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RePEc 6 ECONIS (ZBW) 3 EconStor 3
Showing 11 - 12 of 12
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Strongly consistent determination of the rank of matrix
Ratsimalahelo, Zaka - 2003 - This version: June 21, 2003
In this paper, we develop methods of the determination of the rank of random matrix. Using the matrix perturbation theory to construct or find a suitable bases of the kernel (null space) of the matrix and to determine the limiting distribution of the estimator of the smallest singular values. We...
Persistent link: https://www.econbiz.de/10011513001
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Cover Image
Strongly Consistent Determination of the Rank of Matrix
Ratsimalahelo, Zaka - EconWPA - 2003
In this paper, we develop methods of the determination of the rank of random matrix. Using the matrix perturbation theory to construct or find a suitable bases of the kernel (null space) of the matrix and to determine the limiting distribution of the estimator of the smallest singular values. We...
Persistent link: https://www.econbiz.de/10005062540
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